+428.8%
MAR vs TFC
+97.8%
+331.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | -4.7% | -2.3% | -2.3% | -3.5% |
| 3M | -15.6% | +2.5% | -18.1% | -17.0% |
| 6M | +1.2% | +9.5% | -8.3% | -4.0% |
| YTD | +7.5% | +5.1% | +2.4% | +4.0% |
| 1Y | +26.6% | +15.5% | +11.1% | +16.3% |
| 3Y | +66.0% | +95.2% | -29.2% | +12.3% |
| 5Y | +154.1% | +14.5% | +139.6% | +123.2% |
| All | +428.8% | +97.8% | +331.0% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling